Janome Corporation MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.20% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1510 | 24.25 | |
| 0.6420 | 57.27 | |
| 0.0723 | 6.92 | |
| 0.0138 | 3.19 | |
| 0.0247 | 7.88 | |
| 0.9749 | 293.91 |
Estimation Period:
Jan 10, 1990 to Feb 10, 2026
Jan 10, 1990 to Feb 10, 2026
News Impact Curve
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